The carrying value of funds outstanding loaned in the form of security resale agreements if the agreement requires the purchaser to resell the identical security purchased or a security that meets the definition of "substantially the same" in the case of a dollar roll. Also includes purchases of participations in pools of securities that are subject to a resale agreement. More...
Public Member Functions | |
| override IReadOnlyDictionary< string, double > | GetPeriodValues () |
| Gets a dictionary of period names and values for the field More... | |
| override double | GetPeriodValue (string period) |
| Gets the value of the field for the requested period More... | |
| SecurityAgreeToBeResellBalanceSheet () | |
| Creates a new empty instance More... | |
| SecurityAgreeToBeResellBalanceSheet (ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) | |
| Creates a new instance for the given time and security More... | |
 Public Member Functions inherited from QuantConnect.Data.Fundamental.MultiPeriodField< T > | |
| virtual bool | HasPeriodValue (string period) |
| Returns true if the field contains a value for the requested period More... | |
| IEnumerable< string > | GetPeriodNames () |
| Gets the list of available period names for the field More... | |
| bool | HasValues () |
| Returns true if the field has at least one value for one period More... | |
| override string | ToString () |
| Returns a string that represents the current object. More... | |
Public Attributes | |
| double | ThreeMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_SecurityAgreeToBeResell_ThreeMonths) |
| Gets/sets the ThreeMonths period value for the field More... | |
| double | TwelveMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_SecurityAgreeToBeResell_TwelveMonths) |
| Gets/sets the TwelveMonths period value for the field More... | |
| override bool | HasValue => !BaseFundamentalDataProvider.IsNone(typeof(double), FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_SecurityAgreeToBeResell_TwelveMonths)) |
| Returns true if the field contains a value for the default period More... | |
| Public Attributes inherited from QuantConnect.Data.Fundamental.MultiPeriodField< T > | |
| virtual T | Value => GetPeriodValues().Select(x => x.Value).DefaultIfEmpty(NoValue).FirstOrDefault() |
| Returns the default value for the field More... | |
Protected Attributes | |
| override string | DefaultPeriod => "TwelveMonths" |
| The default period More... | |
Properties | |
| override double | Value [get] |
| Returns the default value for the field More... | |
| Properties inherited from QuantConnect.Data.Fundamental.MultiPeriodField< T > | |
| static T | NoValue = BaseFundamentalDataProvider.GetDefault<T>() [get] |
| No Value More... | |
| ITimeProvider | TimeProvider [get] |
| The time provider instance to use More... | |
| abstract string | DefaultPeriod [get] |
| The default period More... | |
| SecurityIdentifier | SecurityIdentifier [get, set] |
| The target security identifier More... | |
| abstract bool | HasValue [get] |
| Returns true if the field contains a value for the default period More... | |
Additional Inherited Members | |
| Static Public Member Functions inherited from QuantConnect.Data.Fundamental.MultiPeriodField< T > | |
| static implicit | operator T (MultiPeriodField< T > instance) |
| Returns the default value for the field More... | |
| static implicit | operator decimal (MultiPeriodField instance) |
| Returns the default value for the field More... | |
| Protected Member Functions inherited from QuantConnect.Data.Fundamental.MultiPeriodField< T > | |
| MultiPeriodField () | |
| Creates an empty instance More... | |
| MultiPeriodField (ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) | |
| Creates a new instance More... | |
| string | ConvertPeriod (string period) |
| Returns a string that represents the current object. More... | |
| MultiPeriodField () | |
| Creates an empty instance More... | |
| MultiPeriodField (ITimeProvider timeProvider, SecurityIdentifier securityIdentifier) | |
| Creates a new instance More... | |
Detailed Description
The carrying value of funds outstanding loaned in the form of security resale agreements if the agreement requires the purchaser to resell the identical security purchased or a security that meets the definition of "substantially the same" in the case of a dollar roll. Also includes purchases of participations in pools of securities that are subject to a resale agreement.
Definition at line 29 of file SecurityAgreeToBeResellBalanceSheet.cs.
Constructor & Destructor Documentation
◆ SecurityAgreeToBeResellBalanceSheet() [1/2]
| QuantConnect.Data.Fundamental.SecurityAgreeToBeResellBalanceSheet.SecurityAgreeToBeResellBalanceSheet | ( | ) |
Creates a new empty instance
Definition at line 96 of file SecurityAgreeToBeResellBalanceSheet.cs.
◆ SecurityAgreeToBeResellBalanceSheet() [2/2]
| QuantConnect.Data.Fundamental.SecurityAgreeToBeResellBalanceSheet.SecurityAgreeToBeResellBalanceSheet | ( | ITimeProvider | timeProvider, |
| SecurityIdentifier | securityIdentifier | ||
| ) |
Creates a new instance for the given time and security
Definition at line 103 of file SecurityAgreeToBeResellBalanceSheet.cs.
Member Function Documentation
◆ GetPeriodValues()
|
virtual |
Gets a dictionary of period names and values for the field
- Returns
- The dictionary of period names and values
Implements QuantConnect.Data.Fundamental.MultiPeriodField< T >.
Definition at line 73 of file SecurityAgreeToBeResellBalanceSheet.cs.
◆ GetPeriodValue()
|
virtual |
Gets the value of the field for the requested period
- Parameters
-
period The requested period
- Returns
- The value for the period
Implements QuantConnect.Data.Fundamental.MultiPeriodField< T >.
Member Data Documentation
◆ DefaultPeriod
|
protected |
The default period
Definition at line 34 of file SecurityAgreeToBeResellBalanceSheet.cs.
◆ ThreeMonths
| double QuantConnect.Data.Fundamental.SecurityAgreeToBeResellBalanceSheet.ThreeMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_SecurityAgreeToBeResell_ThreeMonths) |
Gets/sets the ThreeMonths period value for the field
Definition at line 40 of file SecurityAgreeToBeResellBalanceSheet.cs.
◆ TwelveMonths
| double QuantConnect.Data.Fundamental.SecurityAgreeToBeResellBalanceSheet.TwelveMonths => FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_SecurityAgreeToBeResell_TwelveMonths) |
Gets/sets the TwelveMonths period value for the field
Definition at line 46 of file SecurityAgreeToBeResellBalanceSheet.cs.
◆ HasValue
| override bool QuantConnect.Data.Fundamental.SecurityAgreeToBeResellBalanceSheet.HasValue => !BaseFundamentalDataProvider.IsNone(typeof(double), FundamentalService.Get<double>(TimeProvider.GetUtcNow(), SecurityIdentifier, FundamentalProperty.FinancialStatements_BalanceSheet_SecurityAgreeToBeResell_TwelveMonths)) |
Returns true if the field contains a value for the default period
Definition at line 51 of file SecurityAgreeToBeResellBalanceSheet.cs.
Property Documentation
◆ Value
|
get |
Returns the default value for the field
Definition at line 57 of file SecurityAgreeToBeResellBalanceSheet.cs.
The documentation for this class was generated from the following file:
- Common/Data/Fundamental/Generated/SecurityAgreeToBeResellBalanceSheet.cs
